(If you enabled the time option, then "T:1" indicates that it is turn 1. "Zorkmids" are the currency of NetHack.)

The message is a reference to the Monopoly board game, in which one penalty is, "Go directly to jail. Do not pass go. Do not collect $200." Monopoly players periodically pass the Go space on the board and earn 200 more dollars each time. Players going directly to the Jail space must not pass Go, even if Go is between their current position and Jail.

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Many players never receive this message, but there are a few rare accidents that can cause it.

The most common way is probably, as a Knight, to attempt to #ride your pony at turn 1, fall off, and take enough damage to die. #Ride uses a turn if you mount successfully, but does not use a turn if you mount and fall off. So if you first fall off and survive, and then repeatedly retry #ride and again fall off, then you can also trigger this message.

As your first move, you might unluckily trip a trap that kills you. Most of the sufficiently dangerous traps never appear at dungeon level 1, but you might trigger a dart trap with a poisoned dart of instadeath or suffer the fate of many cats and dogs.

You zap a wand as your first move, and the ray bounces from a wall and kills you. Or you simply zap yourself with the wand, or break it. This last death is rather rare, since only wizards can start with wands, and they have damage from wand breakage reduced to 1/5. However, sufficiently charged wands of lightning, cold, fire, and death may all do enough damage.

The following accidents might also trigger this message:

The game places an unidentified object on the first up staircase, autopickup grabs it (not using a turn) and you immediately use it, but it kills you. A cursed wand might do this.

The game places an artifact on the first up staircase, you take it and it blasts you to death. ais523 demonstrates, although he also calculates the odds of this to be roughly 1 in 3 million.

The "200 zorkmids" message only occurs if you die at turn 1. So if you already consumed the first turn (for example by putting on a ring or quaffing a potion), then you will not receive the message. Also, if your pet dies at turn 1 (maybe to a falling rock trap) but you survive, then there is no special message.

To avoid a 1-turn death, if you are a Knight, do not try to #ride your pony until you know that you can survive the possible 14 hp damage from falling off. If you do fall off on turn 1, do not try to #ride again until you have more hit points.

Avoid using a wand or spell to fire a ray at a wall that might bounce the ray back at you, unless you resist the ray's damage. This is good advice during the entire game, not only turn 1.

A 1-turn death from a trap is extremely rare. You need not search as your first action in every game. If you suffer an annoying 1-turn death, you can simply start a new game.